Euro Bund Future June 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 123.66 123.42 -0.24 -0.2% 122.53
High 123.74 123.87 0.13 0.1% 123.74
Low 123.39 123.37 -0.02 0.0% 122.11
Close 123.50 123.76 0.26 0.2% 123.65
Range 0.35 0.50 0.15 42.9% 1.63
ATR 0.51 0.51 0.00 -0.1% 0.00
Volume 874,059 921,092 47,033 5.4% 4,591,799
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 125.17 124.96 124.04
R3 124.67 124.46 123.90
R2 124.17 124.17 123.85
R1 123.96 123.96 123.81 124.07
PP 123.67 123.67 123.67 123.72
S1 123.46 123.46 123.71 123.57
S2 123.17 123.17 123.67
S3 122.67 122.96 123.62
S4 122.17 122.46 123.49
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 128.06 127.48 124.55
R3 126.43 125.85 124.10
R2 124.80 124.80 123.95
R1 124.22 124.22 123.80 124.51
PP 123.17 123.17 123.17 123.31
S1 122.59 122.59 123.50 122.88
S2 121.54 121.54 123.35
S3 119.91 120.96 123.20
S4 118.28 119.33 122.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.88 122.87 1.01 0.8% 0.43 0.3% 88% False False 872,247
10 123.88 122.11 1.77 1.4% 0.48 0.4% 93% False False 876,018
20 123.88 122.11 1.77 1.4% 0.48 0.4% 93% False False 845,613
40 123.88 121.23 2.65 2.1% 0.48 0.4% 95% False False 691,110
60 123.88 121.10 2.78 2.2% 0.47 0.4% 96% False False 461,346
80 123.88 119.52 4.36 3.5% 0.43 0.4% 97% False False 346,036
100 123.88 119.52 4.36 3.5% 0.40 0.3% 97% False False 276,853
120 123.88 119.52 4.36 3.5% 0.33 0.3% 97% False False 230,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.00
2.618 125.18
1.618 124.68
1.000 124.37
0.618 124.18
HIGH 123.87
0.618 123.68
0.500 123.62
0.382 123.56
LOW 123.37
0.618 123.06
1.000 122.87
1.618 122.56
2.618 122.06
4.250 121.25
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 123.71 123.72
PP 123.67 123.67
S1 123.62 123.63

These figures are updated between 7pm and 10pm EST after a trading day.

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